I have windows 7, so I can't give you an exact fix, but I think I may know the problem.

The folder you are looking for is a hidden file. You have to tell windows to let you see all files. To do this with windows 7 you got to control panels, appearance and personalization, under folder options is a hyper link show hidden folders and files. Once clicked a mini window will appear, with a sub folder called hidden folders and files. Click the bubble that says show hidden folders, files and drives.

Warning. Once you do this you can see files, that you normally don't want to mess with. Don't delete or alter invisible files unless you know what you're doing.

Now you should be able to find the folder, and simply drop the files you want the game to access. Hope that helps.